Conditional Markov chains – construction and properties

DOI10.4064/bc105-0-2zbMath1323.60102OpenAlexW2617129584MaRDI QIDQ5265532

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Andrzej Niewȩgłowski

Publication date: 28 July 2015

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/bc105-0-2

zbMATH Keywords

change of measureintensitydoubly stochastic Markov chainconditional Markov chains

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Continuous-time Markov processes on discrete state spaces (60J27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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